+1,381.0%
NET vs TMF
-87.0%
+1,468.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -2.8% |
| 7D | -16.4% | +4.0% | -20.3% | -16.6% |
| 30D | -25.8% | +19.5% | -45.3% | -26.9% |
| 3M | -11.5% | -3.5% | -8.0% | -11.4% |
| 6M | +18.9% | -10.6% | +29.5% | +19.7% |
| YTD | +35.2% | -17.1% | +52.3% | +36.7% |
| 1Y | +14.5% | -24.3% | +38.7% | +16.5% |
| 3Y | +313.8% | -27.2% | +341.0% | +316.7% |
| 5Y | +32.6% | -87.6% | +120.1% | +36.9% |
| All | +1,381.0% | -87.0% | +1,468.0% | +1,293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling